文章基本信息

标题：Product space for two processes with independent increments under nonlinear expectations
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作者：Qiang Gao ; Mingshang Hu ; Xiaojun Ji 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2017
卷号：22
DOI：10.1214/17-ECP46
语种：English
出版社：Electronic Communications in Probability
摘要：In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.
关键词：G-expectation;nonlinear expectation;distribution;independence;tightness